Mean-variance optimization problems for an accumulation phase in a defined benefit plan
Łukasz Delong; Russell Gerrard; Steven Haberman
| Year of publication: |
2008
|
|---|---|
| Authors: | Delong, Łukasz ; Gerrard, Russell ; Haberman, Steven |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 107-118
|
| Subject: | Pensionskasse | Pension fund | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003681678